Atletico had fought back from 2-0 down before Virgil van Dijk headed home Liverpool's winner on 92 minutes as the Reds won 3-2.
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Oblak said afterwards: “It was tough. We started badly but fought back. After making it 2-2, I feel we should have pushed more to get the third goal.
"I wasn’t thinking too much about holding on for a draw. I was thinking if we could get a third and win the game.
“After losing, you don’t think about it that much. I’d rather not lose this game. It’s a big number, but after a defeat it doesn’t seem that important.”